On the completion of Skorokhod space

DOI10.1214/20-ECP346zbMATH Open1454.54015arXiv2003.10787MaRDI QIDQ2201545FDOQ2201545

Vladislav V. Vysotsky, M. A. Lifshits

Publication date: 29 September 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We consider the classical Skorokhod space $D[0,1]$ and the space of continuous functions $C[0,1]$ equipped with the standard Skorokhod distance $ho$. It is well known that neither $(D[0,1],ho)$ nor $(C[0,1],ho)$ is complete. We provide an explicit description of the corresponding completions. The elements of these completions can be regarded as usual functions on $[0,1]$ except for a countable number of instants where their values vary "instantly".

Full work available at URL: https://arxiv.org/abs/2003.10787

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zbMATH Keywords

Skorokhod spacecompletion

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Extensions of spaces (compactifications, supercompactifications, completions, etc.) (54D35) Stochastic processes (60G99)

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Cited In (1)

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